Global optimization requires global information

被引:46
作者
Stephens, CP [1 ]
Baritompa, W [1 ]
机构
[1] Univ Canterbury, Dept Math & Stat, Christchurch 1, New Zealand
关键词
global optimization; convergence; stochastic algorithms; deterministic algorithms;
D O I
10.1023/A:1022612511618
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
There are many global optimization algorithms which do not use global information. We broaden previous results, showing limitations on such algorithms, even if allowed to run forever. We show that deterministic algorithms must sample a dense set to find the global optimum value and can never be guaranteed to converge only to global optimizers. Further, analogous results show that introducing a stochastic element does not overcome these limitations. An example is simulated annealing in practice. Our results show that there are functions for which the probability of success is arbitrarily small.
引用
收藏
页码:575 / 588
页数:14
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